# zbMATH — the first resource for mathematics

## Electronic Communications in Probability

 Short Title: Electron. Commun. Probab. Publisher: University of Washington, Washington ISSN: 1083-589X/e Online: https://projecteuclid.org/all/euclid.ecphttp://ecp.ejpecp.org/http://www.emis.de/journals/EJP-ECP/index-3.html Comments: Indexed cover-to-cover; Published electronic only as of Vol. 1 (1996). This journal is available open access.
 Documents Indexed: 1,236 Publications (since 1996) References Indexed: 256 Publications with 4,262 References.
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#### Latest Issues

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#### Authors

 14 Peres, Yuval 14 Yor, Marc 13 Zeitouni, Ofer 12 Benjamini, Itai 10 Holroyd, Alexander E. 9 Burdzy, Krzysztof 9 Nualart, David 8 Bertoin, Jean 8 Janson, Svante 8 Nourdin, Ivan 8 Pitman, Jim William 7 Dembo, Amir 7 Junge, Matthew 7 Osękowski, Adam 7 van den Berg, Rob 6 Angel, Omer 6 Bose, Arup 6 Evans, Steven Neil 6 Gantert, Nina 6 Guillotin-Plantard, Nadine 6 Jonasson, Johan 6 Lawler, Gregory Francis 6 Martin, James Benedict 6 Panchenko, Dmitry 6 Peccati, Giovanni 6 Rio, Emmanuel 6 Ruf, Johannes 6 Sidoravicius, Vladas 5 Curien, Nicolas 5 Gurel-Gurevich, Ori 5 Möhle, Martin 5 Sapozhnikov, Artëm 5 Yadin, Ariel 4 Atar, Rami 4 Bass, Richard F. 4 Caravenna, Francesco 4 Cerf, Raphaël 4 Deuschel, Jean-Dominique 4 Devroye, Luc P. J. A. 4 Enriquez, Nathanaël 4 Gobet, Emmanuel 4 Guillin, Arnaud 4 Häggström, Olle 4 Hu, Yaozhong 4 Hu, Ying 4 Hu, Yueyun 4 Huang, Jingyu 4 Huang, Ruojun 4 Huss, Wilfried 4 Hutchcroft, Tom 4 Iksanov, Aleksander M. 4 Khoshnevisan, Davar 4 Kifer, Yuri 4 Klebaner, Fima C. 4 Lalley, Steven P. 4 Mallein, Bastien 4 Marchal, Philippe 4 Marcus, Michael B. 4 Pfaffelhuber, Peter 4 Ráth, Balázs 4 Rosenthal, Jeffrey S. 4 Ruffino, Paulo Régis C. 4 Savov, Mladen Svetoslavov 4 Schapira, Bruno 4 Scheutzow, Michael K. R. 4 Schramm, Oded 4 Song, Renming 4 Wakolbinger, Anton 4 Werner, Wendelin 4 Yan, Litan 3 Adler, Robert Joseph 3 Aldous, David John 3 Athreya, Siva R. 3 Balan, Raluca M. 3 Benaïm, Michel 3 Bobkov, Sergey Germanovich 3 Borovkov, Konstantin A. 3 Butez, Raphaël 3 Champagnat, Nicolas 3 Chigansky, Pavel 3 Conijn, René Petrus 3 Da Prato, Giuseppe 3 Damek, Ewa 3 Debussche, Arnaud 3 Deijfen, Maria 3 Ding, Jian 3 D’Ovidio, Mirko 3 Durrett, Richard Timothy 3 Fill, James Allen 3 Gao, Fuchang 3 Gnedin, Alexander V. 3 Harris, Simon C. 3 Hazra, Rajat Subhra 3 Holmes, Mark P. 3 Hu, Mingshang 3 Jahnel, Benedikt 3 Kabluchko, Zakhar A. 3 Kargin, Vladislav 3 Kendall, Wilfrid S. 3 Kesten, Harry ...and 1,378 more Authors
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#### Fields

 1,189 Probability theory and stochastic processes (60-XX) 155 Statistical mechanics, structure of matter (82-XX) 90 Combinatorics (05-XX) 60 Linear and multilinear algebra; matrix theory (15-XX) 52 Statistics (62-XX) 42 Partial differential equations (35-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Functional analysis (46-XX) 31 Numerical analysis (65-XX) 29 Systems theory; control (93-XX) 28 Biology and other natural sciences (92-XX) 22 Measure and integration (28-XX) 20 Real functions (26-XX) 19 Ordinary differential equations (34-XX) 19 Computer science (68-XX) 18 Operator theory (47-XX) 16 Dynamical systems and ergodic theory (37-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 15 Special functions (33-XX) 14 Global analysis, analysis on manifolds (58-XX) 12 Functions of a complex variable (30-XX) 11 Convex and discrete geometry (52-XX) 10 Operations research, mathematical programming (90-XX) 9 Number theory (11-XX) 8 Potential theory (31-XX) 7 Quantum theory (81-XX) 6 Difference and functional equations (39-XX) 6 Information and communication theory, circuits (94-XX) 5 Group theory and generalizations (20-XX) 4 Differential geometry (53-XX) 4 Fluid mechanics (76-XX) 3 Abstract harmonic analysis (43-XX) 3 Integral transforms, operational calculus (44-XX) 3 General topology (54-XX) 2 Algebraic geometry (14-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Manifolds and cell complexes (57-XX) 2 Mechanics of particles and systems (70-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Geometry (51-XX) 1 Mathematics education (97-XX)

#### Citations contained in zbMATH Open

939 Publications have been cited 5,316 times in 4,493 Documents Cited by Year
Geometric ergodicity and hybrid Markov chains. Zbl 0890.60061
Roberts, Gareth O.; Rosenthal, Jeffrey S.
1997
Hanson-Wright inequality and sub-Gaussian concentration. Zbl 1329.60056
Rudelson, Mark; Vershynin, Roman
2013
A converse comparison theorem for BSDEs and related properties of $$g$$-expectation. Zbl 0966.60054
Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
2000
Percolation beyond $$\mathbb{Z}^ d$$, many questions and a few answers. Zbl 0890.60091
Benjamini, Itai; Schramm, Oded
1996
Concentration of the spectral measure for large matrices. Zbl 0969.15010
Guionnet, A.; Zeitouni, O.
2000
A simple proof of the Poincaré inequality for a large class of probability measures. Zbl 1186.26011
Bakry, Dominique; Barthe, Franck; Cattiaux, Patrick; Guillin, Arnaud
2008
An elementary approach to Gaussian multiplicative chaos. Zbl 1365.60035
Berestycki, Nathanaël
2017
A note on tamed Euler approximations. Zbl 1329.60237
Sabanis, Sotirios
2013
A necessary and sufficient condition for the $$\Lambda$$-coalescent to come down from the infinity. Zbl 0953.60072
Schweinsberg, Jason
2000
Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces. Zbl 0890.60045
Capitaine, Mireille; Hsu, Elton P.; Ledoux, Michel
1997
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems. Zbl 1128.60025
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna
2007
A percolation formula. Zbl 1008.60100
Schramm, Oded
2001
Donsker-type theorem for BSDEs. Zbl 0977.60067
Briand, Philippe; Delyon, Bernard; Mémin, Jean
2001
On subordinators, self-similar Markov processes and some factorizations of the exponential variable. Zbl 1024.60030
Bertoin, Jean; Yor, Marc
2001
A tail inequality for quadratic forms of subgaussian random vectors. Zbl 1309.60017
Hsu, Daniel; Kakade, Sham M.; Zhang, Tong
2012
Asymptotics for products of sums and $$U$$-statistics. Zbl 1008.62048
Rempala, Grzegorz; Wesolowski, Jacek
2002
Excited random walk. Zbl 1060.60043
Benjamini, Itai; Wilson, David B.
2003
Pathwise construction of stochastic integrals. Zbl 1245.60054
Nutz, Marcel
2012
Mean field forward-backward stochastic differential equations. Zbl 1297.93182
Carmona, René; Delarue, François
2013
Eigenvalues of the Laguerre process as non-colliding squared Bessel processes. Zbl 1011.15012
König, Wolfgang; O’Connell, Neil
2001
A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree. Zbl 1133.60012
Iksanov, Alex; Möhle, Martin
2007
Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails. Zbl 1060.60013
Soshnikov, Alexander
2004
A representation for non-colliding random walks. Zbl 1037.15019
O’Connell, Neil; Yor, Marc
2002
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Zbl 1189.60084
Breton, Jean-Christophe; Nourdin, Ivan
2008
Quantitative ergodicity for some switched dynamical systems. Zbl 1347.60118
Benaïm, Michel; Le Borgne, Stéphane; Malrieu, Florent; Zitt, Pierre-André
2012
Sums of random Hermitian matrices and an inequality by Rudelson. Zbl 1228.60017
Oliveira, Roberto I.
2010
On the spectrum of sum and product of non-Hermitian random matrices. Zbl 1227.60010
Bordenave, Charles
2011
An isomorphism theorem for random interlacements. Zbl 1247.60135
Sznitman, Alain-Sol
2012
A note on percolation on $$\mathbb Z^d$$: isoperimetric profile via exponential cluster repulsion. Zbl 1191.60116
Pete, Gabor
2008
Spherical and hyperbolic fractional Brownian motion. Zbl 1112.60029
Istas, Jacques
2005
Quantitative convergence rates of Markov chains: A simple account. Zbl 1013.60053
Rosenthal, Jeffrey S.
2002
Trees and matchings from point processes. Zbl 1060.60048
Holroyd, Alexander E.; Peres, Yuval
2003
Random walk on a discrete torus and random interlacements. Zbl 1187.60089
Windisch, David
2008
Kendall’s identity for the first crossing time revisited. Zbl 1008.60065
Borovkov, K.; Burq, Z.
2001
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient. Zbl 1008.60075
Bahlali, Khaled
2002
Recursions and tightness for the maximum of the discrete, two dimensional Gaussian free field. Zbl 1236.60039
Bolthausen, Erwin; Deuschel, Jean-Dominique; Zeitouni, Ofer
2011
A simple construction of the continuum parabolic Anderson model on $$\mathbf{R}^2$$. Zbl 1332.60094
Hairer, Martin; Labbé, Cyril
2015
A note on large deviations for 2D Coulomb gas with weakly confining potential. Zbl 1258.60027
2012
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs. Zbl 1232.93095
Chassagneux, Jean François; Elie, Romuald; Kharroubi, Idris
2011
A universality property for last-passage percolation paths close to the axis. Zbl 1111.60068
Bodineau, Thierry; Martin, James
2005
Moderate deviations for martingales with bounded jumps. Zbl 0854.60027
Dembo, Amir
1996
The martingale approach to disorder irrelevance for pinning models. Zbl 1221.82058
Lacoin, Hubert
2010
Weak and strong solutions of general stochastic models. Zbl 1301.60035
Kurtz, Thomas G.
2014
On differentiability of the Parisi formula. Zbl 1205.82092
Panchenko, Dmitry
2008
On the relationship between subordinate killed and killed subordinate processes. Zbl 1187.60057
Song, Renming; Vondracek, Zoran
2008
Sharp estimates for the convergence of the density of the Euler scheme in small time. Zbl 1188.65007
Gobet, Emmanuel; Labart, Céline
2008
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations. Zbl 1225.60097
Menozzi, Stephane
2011
Mean-square continuity on homogeneous spaces of compact groups. Zbl 1329.60139
Marinucci, Domenico; Peccati, Giovanni
2013
Convergence of integral functionals of one-dimensional diffusions. Zbl 1372.60044
Mijatović, Aleksander; Urusov, Mikhail
2012
Computation of Greeks for barrier and look-back options using Malliavin calculus. Zbl 1061.60054
Gobet, Emmanuel; Kohatsu-Higa, Arturo
2003
On the robust superhedging of measurable claims. Zbl 1297.93188
Possamaï, Dylan; Royer, Guillaume; Touzi, Nizar
2013
Survival probabilities for branching Brownian motion with absorption. Zbl 1132.60059
Harris, John William; Harris, Simon C.
2007
On the spectral norm of a random Toeplitz matrix. Zbl 1130.15018
Meckes, Mark W.
2007
A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Zbl 1338.60129
Polito, Federico; Scalas, Enrico
2016
Fractional Brownian motion and the Markov property. Zbl 0921.60067
Carmona, Philippe; Coutin, Laure
1998
A Gaussian correlation inequality and its applications to small ball probabilities. Zbl 0937.60026
Li, Wenbo V.
1999
Heat kernel asymptotics on the lamplighter group. Zbl 1061.60112
Revelle, David
2003
Tree and grid factors for general point processes. Zbl 1060.60050
Timár, Ádám
2004
The center of mass of the ISE and the Wiener index of trees. Zbl 1060.60095
Janson, Svante; Chassaing, Philippe
2004
Moment estimates for Lévy processes. Zbl 1189.60098
Luschgy, Harald; Pagès, Gilles
2008
A new proof of an old result by Pickands. Zbl 1227.60068
Albin, J. M. P.; Choi, Hyemi
2010
Freedman’s inequality for matrix martingales. Zbl 1225.60017
Tropp, Joel A.
2011
Harnack inequality for functional SDEs with bounded memory. Zbl 1195.34124
Es-Sarhir, Abdelhadi; Von Renesse, Max-K.; Scheutzow, Michael
2009
The martingale property in the context of stochastic differential equations. Zbl 1321.60085
Ruf, Johannes
2015
A note on Ising random currents, Ising-FK, loop-soups and the Gaussian free field. Zbl 1338.60236
Lupu, Titus; Werner, Wendelin
2016
Invariant measures of stochastic $$2D$$ Navier-Stokes equation driven by $$\alpha$$-stable processes. Zbl 1243.60052
Dong, Zhao; Xu, Lihu; Zhang, Xicheng
2011
A characterization of the set of fixed points of the quicksort transformation. Zbl 0943.68192
Fill, James Allen; Janson, Svante
2000
On Strassen’s theorem on stochastic domination. Zbl 0938.60013
Lindvall, Torgny
1999
A condition for weak disorder for directed polymers in random environment. Zbl 1067.82030
Birkner, Matthias
2004
Recurrent graphs where two independent random walks collide finitely often. Zbl 1060.60044
Krishnapur, Manjunath; Peres, Yuval
2004
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities. Zbl 1190.60077
Dieker, A. B.; Moriarty, J.
2009
Maximum of Dyson Brownian motion and non-colliding systems with a boundary. Zbl 1189.60169
Borodin, Alexei; Ferrari, Patrik L.; Prahofer, Michael; Sasamoto, Tomohiro; Warren, Jon
2009
Partially ordered secretaries. Zbl 1225.60019
Freij, Ragnar; Wästlund, Johan
2010
Spectral measures of powers of random matrices. Zbl 1310.60003
Meckes, Elizabeth S.; Meckes, Mark W.
2013
Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous. Zbl 1329.60172
Bandini, Elena
2015
A note on the invariance principle of the product of sums of random variables. Zbl 1130.60027
Huang, Wei; Zhang, Li-Xin
2007
Bounds for distances and geodesic dimension in Liouville first passage percolation. Zbl 1459.60022
Gwynne, Ewain; Pfeffer, Joshua
2019
Critical Liouville measure as a limit of subcritical measures. Zbl 07055622
Aru, Juhan; Powell, Ellen; Sepúlveda, Avelio
2019
Weak and strong disorder for the stochastic heat equation and continuous directed polymers in $$d\geq 3$$. Zbl 1348.60094
Mukherjee, Chiranjib; Shamov, Alexander; Zeitouni, Ofer
2016
Loop-erased random walks, spanning trees and Hamiltonian cycles. Zbl 0954.60055
Marchal, Philippe
2000
Linear expansion of isotropic Brownian flows. Zbl 0938.60048
Cranston, Michael; Scheutzow, Michael; Steinsaltz, David
1999
Option price when the stock is a semimartingale. Zbl 1008.60057
Klebaner, Fima
2002
A non-ballistic law of large numbers for random walks in i. i. d. random environment. Zbl 1008.60107
Zerner, Martin P. W.
2002
Path transformations of first passage bridges. Zbl 1061.60083
Bertoin, Jean; Chaumont, Loïc; Pitman, Jim
2003
On variance conditions for Markov chain CLTs. Zbl 1191.60082
Häggström, Olle; Rosenthal, Jeffrey S.
2007
A non-commutative sewing lemma. Zbl 1186.26009
Feyel, Denis; De La Pradelle, Arnaud; Mokobodzki, Gabriel
2008
On the sphericity of scaling limits of random planar quadrangulations. Zbl 1193.60016
Miermont, Grégory
2008
Intersection probabilities for a chordal SLE path and a semicircle. Zbl 1187.82034
Alberts, Tom; Kozdron, Michael J.
2008
Strong solutions of jump-type stochastic equations. Zbl 1260.60132
Li, Zenghu; Pu, Fei
2012
Exact simulation of Hawkes process with exponentially decaying intensity. Zbl 1320.60115
Dassios, Angelos; Zhao, Hongbiao
2013
Large deviations for weighted sums of stretched exponential random variables. Zbl 1314.60076
Gantert, Nina; Ramanan, Kavita; Rembart, Franz
2014
The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles. Zbl 1329.47038
Trinh Khanh Duy; Shirai, Tomoyuki
2015
A note on the Hanson-Wright inequality for random vectors with dependencies. Zbl 1328.60050
2015
Multiple geodesics with the same direction. Zbl 1244.60093
Coupier, David
2011
A question about the Parisi functional. Zbl 1136.82332
Panchenko, Dmitry
2005
Integral criteria for transportation-cost inequalities. Zbl 1112.60009
Gozlan, Nathael
2006
The law of large numbers for $$U$$-statistics under absolute regularity. Zbl 0901.60015
Arcones, Miguel A.
1998
The dimension of the frontier of planar Brownian motion. Zbl 0857.60083
Lawler, G.
1996
Geometric ergodicity and perfect simulation. Zbl 1061.60070
Kendall, Wilfrid S.
2004
Note: random-to-front shuffles on trees. Zbl 1190.60059
Björner, Anders
2009
Metrics on sets of interval partitions with diversity. Zbl 1453.60133
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias
2020
Green kernel asymptotics for two-dimensional random walks under random conductances. Zbl 07252778
Andres, Sebastian; Deuschel, Jean-Dominique; Slowik, Martin
2020
Remarks on Gross’ technique for obtaining a conformal Skorohod embedding of planar Brownian motion. Zbl 1434.60224
Boudabra, Maher; Markowsky, Greg
2020
Erratum: “Practical criteria for $$R$$-positive recurrence of unbounded semigroups”. Zbl 1441.60055
Champagnat, Nicolas; Villemonais, Denis
2020
Vanishing of the anchored isoperimetric profile in bond percolation at $$p_c$$. Zbl 1428.60135
Cerf, Raphaël; Dembin, Barbara
2020
Conformal Skorokhod embeddings and related extremal problems. Zbl 1453.60093
Mariano, Phanuel; Panzo, Hugo
2020
A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174
Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie
2020
Practical criteria for $$R$$-positive recurrence of unbounded semigroups. Zbl 1434.60173
Champagnat, Nicolas; Villemonais, Denis
2020
Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients. Zbl 1428.60085
Zhang, Hua
2020
Killed rough super-Brownian motion. Zbl 1446.60083
Rosati, Tommaso Cornelis
2020
The initial set in the frog model is irrelevant. Zbl 07252770
Deijfen, Maria; Rosengrenï, Sebastian
2020
On the long-time behaviour of McKean-Vlasov paths. Zbl 1448.35040
Bashiri, K.
2020
Mixing time for the repeated balls into bins dynamics. Zbl 07252780
Cancrini, Nicoletta; Posta, Gustavo
2020
A note on costs minimization with stochastic target constraints. Zbl 1440.49023
Dolinsky, Yan; Gottesman, Benjamin; Gurel-Gurevich, Ori
2020
Weak monotone rearrangement on the line. Zbl 1447.60047
Backhoff-Veraguas, Julio; Beiglböck, Mathias; Pammer, Gudmund
2020
A rotor configuration with maximum escape rate. Zbl 1440.05183
Chan, Swee Hong
2020
The contact process on periodic trees. Zbl 1434.60295
Huang, Xiangying; Durrett, Rick
2020
Stability for Hawkes processes with inhibition. Zbl 1439.60048
2020
Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift. Zbl 1434.60012
Oçafrain, William
2020
On the volume of the shrinking branching Brownian sausage. Zbl 1434.60249
Öz, Mehmet
2020
Characterising random partitions by random colouring. Zbl 1439.60047
Björnberg, Jakob E.; Mailler, Cécile; Mörters, Peter; Ueltschi, Daniel
2020
Generalized scale functions of standard processes with no positive jumps. Zbl 1445.60065
Noba, Kei
2020
Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices. Zbl 1462.60005
Biroli, Giulio; Guionnet, Alice
2020
Optimal exponent for coalescence of finite geodesics in exponential last passage percolation. Zbl 07344697
Zhang, Lingfu
2020
Bounds for distances and geodesic dimension in Liouville first passage percolation. Zbl 1459.60022
Gwynne, Ewain; Pfeffer, Joshua
2019
Critical Liouville measure as a limit of subcritical measures. Zbl 07055622
Aru, Juhan; Powell, Ellen; Sepúlveda, Avelio
2019
Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances. Zbl 1410.82020
Andres, Sebastian; Deuschel, Jean-Dominique; Slowik, Martin
2019
Comparison of discrete and continuum Liouville first passage percolation. Zbl 1423.60150
Ang, Morris
2019
The bullet problem with discrete speeds. Zbl 07068651
Dygert, Brittany; Kinzel, Christoph; Junge, Matthew; Raymond, Annie; Slivken, Erik; Zhu, Jennifer
2019
A conformal Skorokhod embedding. Zbl 1450.60032
Gross, Renan
2019
One-ended spanning trees in amenable unimodular graphs. Zbl 1457.60020
Timár, Ádám
2019
Concentration for Coulomb gases on compact manifolds. Zbl 1412.60011
2019
A note on transportation cost inequalities for diffusions with reflections. Zbl 1416.82031
Pal, Soumik; Sarantsev, Andrey
2019
Variational estimates for martingale paraproducts. Zbl 1422.60068
Kovač, Vjekoslav; Zorin-Kranich, Pavel
2019
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems. Zbl 1422.93186
Jakobsen, Espen R.; Picarelli, Athena; Reisinger, Christoph
2019
Markov duality for stochastic six vertex model. Zbl 1431.82018
Lin, Yier
2019
Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. Zbl 07088975
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan
2019
Dean-Kawasaki dynamics: ill-posedness vs. triviality. Zbl 1406.60095
Konarovskyi, Vitalii; Lehmann, Tobias; von Renesse, Max-K.
2019
On central limit theorems in stochastic geometry for add-one cost stabilizing functionals. Zbl 1428.60043
Trinh, Khanh Duy
2019
Almost sure limit theorems on Wiener chaos: the non-central case. Zbl 1412.60041
Azmoodeh, Ehsan; Nourdin, Ivan
2019
Conditions for the finiteness of the moments of the volume of level sets. Zbl 1412.60057
Armentano, D.; Azaïs, J-M.; Ginsbourger, D.; León, J. R.
2019
On coupling and “Vacant set level set” percolation. Zbl 1412.60135
Sznitman, Alain-Sol
2019
Random replacements in Pólya urns with infinitely many colours. Zbl 1412.60021
Janson, Svante
2019
Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion. Zbl 07068652
Hong, Jieliang
2019
Sensitivity of the frog model to initial conditions. Zbl 07068653
Johnson, Tobias; Rolla, Leonardo T.
2019
An upper bound for the probability of visiting a distant point by a critical branching random walk in $$\mathbb{Z} ^{4}$$. Zbl 07068656
Zhu, Qingsan
2019
On the martingale property in the rough bergomi model. Zbl 07068657
Gassiat, Paul
2019
Propagation of chaos for a balls into bins model. Zbl 1406.60128
Cancrini, Nicoletta; Posta, Gustavo
2019
On the tails of the limiting QuickSort density. Zbl 1430.68066
Fill, James Allen; Hung, Wei-Chun
2019
Optimal stopping of oscillating Brownian motion. Zbl 1422.60134
Mordecki, Ernesto; Salminen, Paavo
2019
Convergence of point processes associated with coupon collector’s and Dixie cup problems. Zbl 1422.60082
Ilienko, Andrii
2019
Real zeros of random Dirichlet series. Zbl 1422.60072
Aymone, Marco
2019
A forward-backward random process for the spectrum of 1D Anderson operators. Zbl 1451.60096
Ducatez, Raphael
2019
Metastability of a random walk with catastrophes. Zbl 1451.60081
Fontes, Luiz Renato; Schinazi, Rinaldo B.
2019
A Hoeffding inequality for Markov chains. Zbl 1412.60049
Rao, Shravas
2019
Subsequential tightness of the maximum of two dimensional Ginzburg-Landau fields. Zbl 07055623
Wu, Wei; Zeitouni, Ofer
2019
Rigidity for zero sets of Gaussian entire functions. Zbl 1418.30002
Kiro, Avner; Nishry, Alon
2019
On Markovian random networks. Zbl 1455.60021
Le Jan, Yves
2019
Convergence of complex martingale for a branching random walk in a time random environment. Zbl 07088982
Wang, Xiaoqiang; Huang, Chunmao
2019
Projections of scaled Bessel processs. Zbl 07088984
Kardaras, Constantinos; Ruf, Johannes
2019
Upper tail large deviations in Brownian directed percolation. Zbl 07088986
Janjigian, Christopher
2019
Limit theorems for the tagged particle in exclusion processes on regular trees. Zbl 1406.60129
Chen, Dayue; Chen, Peng; Gantert, Nina; Schmid, Dominik
2019
Scaling of the sasamoto-Spohn model in equilibrium. Zbl 1406.60132
Jara, Milton; Moreno Flores, Gregorio R.
2019
On a strong form of propagation of chaos for McKean-Vlasov equations. Zbl 1396.65013
Lacker, Daniel
2018
Existence of an unbounded vacant set for subcritical continuum percolation. Zbl 1401.60173
Ahlberg, Daniel; Tassion, Vincent; Teixeira, Augusto
2018
Large deviations for the maximum of a branching random walk. Zbl 1394.60019
Gantert, Nina; Höfelsauer, Thomas
2018
Stable cylindrical Lévy processes and the stochastic Cauchy problem. Zbl 1394.60071
Riedle, Markus
2018
A 2-spine decomposition of the critical Galton-Watson tree and a probabilistic proof of Yaglom’s theorem. Zbl 1394.60089
Ren, Yan-Xia; Song, Renming; Sun, Zhenyao
2018
Fluctuations for block spin Ising models. Zbl 1402.60027
Löwe, Matthias; Schubert, Kristina
2018
Biggins’ martingale convergence for branching Lévy processes. Zbl 1402.60051
Bertoin, Jean; Mallein, Bastien
2018
Concentration inequalities for polynomials of contracting Ising models. Zbl 1405.82009
Gheissari, Reza; Lubetzky, Eyal; Peres, Yuval
2018
The Hammersley-Welsh bound for self-avoiding walk revisited. Zbl 1388.60162
Hutchcroft, Tom
2018
Poisson-Dirichlet statistics for the extremes of a randomized Riemann zeta function. Zbl 1422.60036
Ouimet, Frédéric
2018
Non-triviality of the vacancy phase transition for the Boolean model. Zbl 1394.60101
Penrose, Mathew D.
2018
Absolute continuity of complex martingales and of solutions to complex smoothing equations. Zbl 1401.60068
Damek, Ewa; Mentemeier, Sebastian
2018
Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint. Zbl 1401.60064
Neuman, Eyal; Rosenbaum, Mathieu
2018
Eigenvectors of non normal random matrices. Zbl 1403.15029
Benaych-Georges, Florent; Zeitouni, Ofer
2018
A large deviation principle for the Erdős-Rényi uniform random graph. Zbl 1398.05179
Dembo, Amir; Lubetzky, Eyal
2018
A renewal theorem and supremum of a perturbed random walk. Zbl 1414.60053
Damek, Ewa; Kołodziejek, Bartosz
2018
Rigidity of the $$\operatorname{Sine} _{\beta }$$ process. Zbl 1406.60075
Reda, Chhaibi; Najnudel, Joseph
2018
Shifted critical threshold in the loop $$O(n)$$ model at arbitrarily small $$n$$. Zbl 1419.82018
Taggi, Lorenzo
2018
New characterizations of the $$S$$ topology on the Skorokhod space. Zbl 1390.60120
2018
A matrix Bougerol identity and the Hua-Pickrell measures. Zbl 1398.60010
Assiotis, Theodoros
2018
Stationary distributions of the Atlas model. Zbl 1391.60199
Tsai, Li-Cheng
2018
Asymptotic results in solvable two-charge models. Zbl 1388.60023
Borgo, Martina Dal; Hovhannisyan, Emma; Rouault, Alain
2018
How fast planar maps get swallowed by a peeling process. Zbl 1390.05214
Curien, Nicolas; Marzouk, Cyril
2018
Existence of solution to scalar BSDEs with $$L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)$$-integrable terminal values. Zbl 1390.60208
Hu, Ying; Tang, Shanjian
2018
Martingale approximations for random fields. Zbl 1390.60186
2018
Comparison inequalities for suprema of bounded empirical processes. Zbl 1410.60029
Marchina, Antoine
2018
Stein’s method for nonconventional sums. Zbl 1397.60061
Hafouta, Yeor
2018
Moment bounds for some fractional stochastic heat equations on the ball. Zbl 1394.60069
Nualart, Eulalia
2018
A user-friendly condition for exponential ergodicity in randomly switched environments. Zbl 1397.60106
Benaïm, Michel; Hurth, Tobias; Strickler, Edouard
2018
A radial invariance principle for non-homogeneous random walks. Zbl 1401.60133
Georgiou, Nicholas; Mijatović, Aleksandar; Wade, Andrew R.
2018
On covering paths with 3 dimensional random walk. Zbl 1402.60053
Procaccia, Eviatar B.; Zhang, Yuan
2018
The maximum deviation of the $$\mathrm{sine}_\beta$$ counting process. Zbl 1414.60005
Holcomb, Diane; Paquette, Elliot
2018
Coalescing random walk on unimodular graphs. Zbl 1414.60078
Foxall, Eric; Hutchcroft, Tom; Junge, Matthew
2018
A note on tail triviality for determinantal point processes. Zbl 1414.60034
Lyons, Russell
2018
Approximation of a generalized continuous-state branching process with interaction. Zbl 1401.60159
Dramé, Ibrahima; Pardoux, Étienne
2018
Squared Bessel processes of positive and negative dimension embedded in Brownian local times. Zbl 1414.60068
Pitman, Jim; Winkel, Matthias
2018
An improved upper bound for the critical value of the contact process on $$\mathbb{Z}^d$$ with $$d \geq 3$$. Zbl 1401.60180
Xue, Xiaofeng
2018
...and 839 more Documents
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#### Cited by 4,515 Authors

 24 Peres, Yuval 23 Iksanov, Aleksander M. 21 Möhle, Martin 21 Wang, Feng-Yu 20 Gwynne, Ewain 19 Zeitouni, Ofer 18 Chafaï, Djalil 18 Hutchcroft, Tom 18 Nualart, David 18 Rosenthal, Jeffrey S. 17 Forrester, Peter J. 17 Hashorva, Enkelejd 17 Jiang, Long 17 Roberts, Gareth O. 16 Burdzy, Krzysztof 16 Ding, Jian 16 Guillin, Arnaud 16 Nourdin, Ivan 16 Sidoravicius, Vladas 16 Simon, Thomas 16 Song, Renming 15 Benjamini, Itai 15 Hasebe, Takahiro 15 Peccati, Giovanni 15 Yan, Litan 14 Bertoin, Jean 14 Bose, Arup 14 Katori, Makoto 14 Lawler, Gregory Francis 14 Miller, Jason P. 14 Schramm, Oded 14 Shen, Guangjun 14 Sznitman, Alain-Sol 13 Berestycki, Julien 13 Chatterjee, Sourav 13 Hobert, James P. 13 Kabluchko, Zakhar A. 13 O’Connell, Neil 13 Pal, Soumik 13 Panchenko, Dmitry 13 Pardo, Juan Carlos 13 Possamaï, Dylan 13 Privault, Nicolas 13 Teixeira, Augusto Quadros 13 Xiong, Jie 12 Berestycki, Nathanaël 12 Duminil-Copin, Hugo 12 Götze, Friedrich W. 12 Hazra, Rajat Subhra 12 Holroyd, Alexander E. 12 Janson, Svante 12 Junge, Matthew 12 Kozma, Gady 12 Kyprianou, Andreas E. 12 Leonenko, Nikolai N. 12 Rolla, Leonardo T. 12 Tan, Zhongquan 12 Thäle, Christoph 11 Adamczak, Radosław 11 Fan, Shengjun 11 Jentzen, Arnulf 11 Kim, Panki 11 Marinucci, Domenico 11 Tudor, Ciprian A. 11 Vu, Van H. 11 Yor, Marc 10 Basu, Riddhipratim 10 Bayraktar, Erhan 10 Bobkov, Sergey Germanovich 10 Cattiaux, Patrick 10 Chen, Zhen-Qing 10 Corwin, Ivan 10 Huillet, Thierry E. 10 Jiang, Hui 10 Lacoin, Hubert 10 Lejay, Antoine 10 Marynych, Alexander V. 10 Mishura, Yuliya Stepanivna 10 Patie, Pierre 10 Pitman, Jim William 10 Popov, Serguei Yu. 10 Scheutzow, Michael K. R. 10 Sheffield, Scott 10 Werner, Wendelin 10 Xiao, Yimin 9 Arguin, Louis-Pierre 9 Bahlali, Khaled 9 Berger, Quentin 9 Borodin, Alexei 9 Chen, Wei-Kuo 9 Damron, Michael 9 Erdős, László 9 Ganguly, Shirshendu 9 Hermon, Jonathan 9 Külske, Christof 9 Lyons, Russell 9 Mallein, Bastien 9 Markowsky, Greg T. 9 Moulines, Eric 9 Osękowski, Adam ...and 4,415 more Authors
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#### Cited in 440 Journals

 309 Stochastic Processes and their Applications 253 The Annals of Probability 202 Probability Theory and Related Fields 170 Statistics & Probability Letters 169 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 163 The Annals of Applied Probability 155 Journal of Statistical Physics 147 Journal of Theoretical Probability 146 Electronic Journal of Probability 117 Bernoulli 96 Communications in Mathematical Physics 87 Journal of Applied Probability 77 Journal of Mathematical Analysis and Applications 72 Electronic Communications in Probability 68 Advances in Applied Probability 55 Journal of Functional Analysis 49 ALEA. Latin American Journal of Probability and Mathematical Statistics 41 Journal of Mathematical Physics 41 Electronic Journal of Statistics 37 Proceedings of the American Mathematical Society 36 Transactions of the American Mathematical Society 35 Stochastic Analysis and Applications 34 Stochastics and Dynamics 33 The Annals of Statistics 29 Potential Analysis 28 Journal of Multivariate Analysis 28 SIAM Journal on Control and Optimization 28 Random Structures & Algorithms 28 Combinatorics, Probability and Computing 28 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 28 Comptes Rendus. Mathématique. Académie des Sciences, Paris 27 Finance and Stochastics 24 Journal of Computational and Applied Mathematics 22 Stochastics 22 Science China. Mathematics 21 Random Matrices: Theory and Applications 20 Journal of Statistical Mechanics: Theory and Experiment 20 Probability Surveys 19 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 18 Infinite Dimensional Analysis, Quantum Probability and Related Topics 18 Methodology and Computing in Applied Probability 18 Brazilian Journal of Probability and Statistics 18 SIAM Journal on Financial Mathematics 17 Journal of Differential Equations 16 Discrete and Continuous Dynamical Systems 16 Acta Mathematica Sinica. English Series 15 Advances in Mathematics 15 Communications in Statistics. Theory and Methods 15 Annales Henri Poincaré 14 Communications on Pure and Applied Mathematics 14 Inventiones Mathematicae 14 Stochastic and Partial Differential Equations. Analysis and Computations 13 Applied Mathematics and Optimization 13 Acta Applicandae Mathematicae 12 Duke Mathematical Journal 12 Illinois Journal of Mathematics 12 International Journal of Theoretical and Applied Finance 12 Extremes 12 Journal of the European Mathematical Society (JEMS) 12 Journal of Machine Learning Research (JMLR) 12 Journal of Physics A: Mathematical and Theoretical 11 Israel Journal of Mathematics 11 Journal of Statistical Planning and Inference 11 Journal de Mathématiques Pures et Appliquées. Neuvième Série 11 SIAM Journal on Mathematical Analysis 11 Journal of Mathematical Sciences (New York) 11 Abstract and Applied Analysis 11 Journal of Inequalities and Applications 11 Quantitative Finance 11 Frontiers of Mathematics in China 10 Journal of Mathematical Biology 10 Nonlinearity 10 Applied Mathematics and Computation 10 Bulletin des Sciences Mathématiques 10 Discrete and Continuous Dynamical Systems. Series B 10 Mathematics and Financial Economics 10 Modern Stochastics. Theory and Applications 9 Acta Mathematicae Applicatae Sinica. English Series 9 Journal of Complexity 9 SIAM Journal on Discrete Mathematics 9 Queueing Systems 9 Linear Algebra and its Applications 9 Advances in Difference Equations 9 Journal of the Korean Statistical Society 8 Periodica Mathematica Hungarica 8 Journal of the Mathematical Society of Japan 8 Theoretical Population Biology 8 Insurance Mathematics & Economics 8 Probability and Mathematical Statistics 8 Statistical Science 8 Theory of Probability and Mathematical Statistics 8 Mathematical Finance 8 Annals of Mathematics. Second Series 8 Statistics and Computing 8 SIAM/ASA Journal on Uncertainty Quantification 7 Archive for Rational Mechanics and Analysis 7 Journal of Combinatorial Theory. Series A 7 Mathematische Nachrichten 7 Mathematics of Operations Research 7 Advances in Applied Mathematics ...and 340 more Journals
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#### Cited in 60 Fields

 3,789 Probability theory and stochastic processes (60-XX) 685 Statistical mechanics, structure of matter (82-XX) 471 Statistics (62-XX) 380 Combinatorics (05-XX) 305 Partial differential equations (35-XX) 290 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 275 Numerical analysis (65-XX) 264 Linear and multilinear algebra; matrix theory (15-XX) 156 Biology and other natural sciences (92-XX) 151 Systems theory; control (93-XX) 135 Dynamical systems and ergodic theory (37-XX) 117 Functional analysis (46-XX) 115 Operator theory (47-XX) 106 Computer science (68-XX) 86 Calculus of variations and optimal control; optimization (49-XX) 78 Ordinary differential equations (34-XX) 78 Operations research, mathematical programming (90-XX) 73 Quantum theory (81-XX) 68 Global analysis, analysis on manifolds (58-XX) 64 Measure and integration (28-XX) 61 Functions of a complex variable (30-XX) 57 Real functions (26-XX) 56 Special functions (33-XX) 45 Convex and discrete geometry (52-XX) 43 Group theory and generalizations (20-XX) 41 Number theory (11-XX) 41 Information and communication theory, circuits (94-XX) 40 Potential theory (31-XX) 40 Harmonic analysis on Euclidean spaces (42-XX) 32 Fluid mechanics (76-XX) 25 Differential geometry (53-XX) 19 Difference and functional equations (39-XX) 19 Integral equations (45-XX) 18 Relativity and gravitational theory (83-XX) 15 Abstract harmonic analysis (43-XX) 14 Approximations and expansions (41-XX) 12 Integral transforms, operational calculus (44-XX) 11 Topological groups, Lie groups (22-XX) 10 Nonassociative rings and algebras (17-XX) 10 General topology (54-XX) 10 Mechanics of deformable solids (74-XX) 8 Order, lattices, ordered algebraic structures (06-XX) 7 Manifolds and cell complexes (57-XX) 7 Mechanics of particles and systems (70-XX) 7 Geophysics (86-XX) 6 General and overarching topics; collections (00-XX) 6 History and biography (01-XX) 6 Several complex variables and analytic spaces (32-XX) 6 Classical thermodynamics, heat transfer (80-XX) 5 Mathematical logic and foundations (03-XX) 5 Associative rings and algebras (16-XX) 5 Geometry (51-XX) 5 Astronomy and astrophysics (85-XX) 4 Algebraic geometry (14-XX) 2 Field theory and polynomials (12-XX) 2 Category theory; homological algebra (18-XX) 2 Sequences, series, summability (40-XX) 2 Algebraic topology (55-XX) 2 Optics, electromagnetic theory (78-XX) 1 Commutative algebra (13-XX)